In Calibre, I use the EPUBMerge plugin.
5 books? You can put them in whatever order you want, then it would import all the HTML + CSS for you.
In Sigil, you could always
Add Existing Files, but you'd have to make sure all your filenames are unique.
If books are multi-volume works, I typically name my files like this:
- Book01.-.Chapter.01.xhtml
- Book01.-.Chapter.02.xhtml
- ...
- Book99.-.Chapter.01.xhtml
This would guarantee, when merging multiple books together, that there won't be any conflicts.
- - -
Side Note: You'll have to make sure all your CSS is correct+consistent though. If you weren't careful (or didn't use the same CSS across all your books), you may have a mess on your hands.
(For more info, see
my posts discussing technical details, pitfalls/tips/tricks when merging 26 "books" together to clean up.)